Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 4 296 0 4 42 1,444
A complementary test for ADF test with an application to the exchange rates returns 0 0 3 223 2 7 45 1,205
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 4 29 0 3 17 82
Are Asian Real Exchange Rates Stationary? 0 0 6 402 1 6 39 986
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 1 2 13 556
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 7 21 883 1 16 69 2,432
Calendar anomalies in the Malaysian stock market 0 0 8 331 1 3 28 1,018
Day-of-the-week effects in selected East Asian stock markets 0 6 38 160 6 27 138 465
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 5 9 51 1 8 29 127
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 1 2 82 1 6 24 244
Early warning indicator of economic vulnerability 1 6 27 81 2 12 60 125
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 3 9 317
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 3 208 3 4 16 715
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 4 13 51 2,125 12 39 209 7,129
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 5 270 1 3 33 1,170
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 300 1 4 36 1,576
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 3 14 1,651 2 13 76 4,328
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 4 20 1,172 5 15 67 3,174
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 7 16 92 2,910 26 69 361 10,388
Fisher hypothesis: East Asian evidence from panel unit root tests 0 2 4 94 1 6 16 190
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 4 416 1 4 24 1,322
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 4 12 46 125 19 58 195 530
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 1 4 93 3 8 34 511
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 2 5 27 452 2 9 72 1,420
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 182 2 4 19 864
Income convergence: fresh evidence from the Nordic countries 0 0 2 42 1 3 19 129
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 1 1 3 88 3 6 20 243
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 3 6 567 2 9 28 2,137
Is Money Neutral In Stock Market? The Case of Malaysia 1 1 7 58 2 6 35 160
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 3 71 0 4 22 190
Linearity and stationarity of G7 government bond returns 0 1 1 14 2 5 18 67
Linearity and stationarity of South Asian real exchange rates 0 0 1 93 1 5 20 244
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 3 9 74 2 7 37 201
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 4 9 11 0 7 45 49
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 3 16 172 0 6 51 437
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 2 5 117 1 6 14 287
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 199 1 2 14 472
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 4 479 0 1 14 1,072
On Autoregressive Order Selection Criteria 0 1 12 592 2 6 38 1,627
On Singaporean Dollar and Purchasing Power Parity 0 1 4 236 2 7 36 1,518
On Singaporean Dollar and Purchasing Power Parity 0 0 2 93 1 3 23 531
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 1 162 3 9 49 1,561
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 3 12 40 1,834
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 1 3 4 46 2 9 25 152
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 1 5 6 1 5 26 29
Real interest rate parity: evidence from East Asian economies relative to China 0 0 3 175 1 2 33 546
Real interest rates equalization: The case of Malaysia and Singapore 0 0 7 202 1 6 32 991
Revisiting the Performance of MACD and RSI Oscillators 3 4 8 8 6 10 16 16
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 1 9 71 1 8 48 220
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 2 14 85 1 14 66 295
Testing for Non-Linearity in ASEAN Financial Markets 0 0 3 275 2 3 19 695
Testing nonlinear convergence in Malaysia,1965-2003 1 1 2 59 1 3 14 146
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 3 5 395 2 13 46 1,361
The Predictability of ASEAN-5 Exchange Rates 0 2 8 356 0 4 23 999
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 1 2 297 1 5 27 762
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 3 164 1 9 34 655
Time series modelling and forecasting of Sarawak black pepper price 1 1 11 148 5 12 69 710
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 3 4 12 218
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 5 32 1,576 10 32 157 7,347
Total Working Papers 29 129 600 19,924 158 576 2,841 70,219


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 2 6 60 1 9 36 182
Applied International Business Conference 2008 0 0 0 0 0 1 8 10
Are Asian real exchange rates stationary? 0 0 1 124 2 3 18 382
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 3 7 27 52 3 15 55 125
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 2 17 264
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 1 5 24 2 5 24 66
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 3 9 15 2 19 94 106
Day-of-the-week effects in Selected East Asian stock markets 0 2 5 9 2 5 26 36
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 4 7 30 0 6 17 63
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 2 5 26 32
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 4 4 0 2 14 16
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 1 3 5 2 5 24 30
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 4 217 2 5 24 683
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 7 36 229 4 21 119 521
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 3 2 2 18 19
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 1 2 13 58
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 4 19 515
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 8 8
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 4 66 3 13 45 247
Is money neutral in stock market? The case of Malaysia 0 0 10 74 1 6 42 227
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 3 7 26 53 5 10 63 119
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 5 37 3 6 36 131
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 4 14 96
Linearity and stationarity of G7 government bond returns 1 1 3 35 3 5 25 116
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 3 9 19 1 5 27 81
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 7 51 597
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 2 52 0 2 17 125
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 1 14 228
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 3 16 1 8 27 69
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 1 5 6 1 3 21 28
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 3 19 312
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 84 3 6 20 280
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 8 18 24 3 14 52 76
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 2 29 1 2 9 117
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 5 20 308
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 30 1 3 14 104
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 1 13 96 1 5 44 235
Revisiting the Performance of MACD and RSI Oscillators 2 5 8 8 6 16 32 32
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 0 2 3 3 3
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 49 2 3 18 194
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 2 8 8 0 8 25 25
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 4 131 2 7 28 573
Time series test of nonlinear convergence and transitional dynamics 0 0 2 50 0 2 14 139
Which Lag Length Selection Criteria Should We Employ? 7 34 110 114 28 142 479 501
Total Journal Articles 22 90 345 1,781 99 401 1,719 8,079


Statistics updated 2014-08-03